International Journal of Science and Research (IJSR)

International Journal of Science and Research (IJSR)
Open Access | Fully Refereed | Peer Reviewed

ISSN: 2319-7064


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Research Paper | Computer Science & Engineering | India | Volume 7 Issue 8, August 2018


Stock Price Movement Prediction using Attention-Based Neural Network Framework

Kartik Goyal, Nitin Bansal, Soumyabrata Kundu, Ayan Kundu, Nitish Jain


Abstract: There is a lot of scientific work going on NLP trying to predict the impact of news on a stock price, much of this uses basic features (such as bags-of-words, named entities etc. ), but fails to capture structured entity-relation, and hence lacks accuracy.1. Encoding the information like daily events, meta-stock information and stocks 50 days moving average using LSTM.2. Employing attention mechanism to rate the relevancy of all events for each stock.3. Using non-linear neural network on the weighted events to predict the stock movement. The model achieved an accuracy of around 72 % on test set.


Keywords: Stock Price Movement, Neural Network, Attention Mechanism, NLP


Edition: Volume 7 Issue 8, August 2018,


Pages: 7 - 9


How to Cite this Article?

Kartik Goyal, Nitin Bansal, Soumyabrata Kundu, Ayan Kundu, Nitish Jain, "Stock Price Movement Prediction using Attention-Based Neural Network Framework", International Journal of Science and Research (IJSR), https://www.ijsr.net/get_abstract.php?paper_id=ART2019326, Volume 7 Issue 8, August 2018, 7 - 9

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